Let f:R→R, g:R→R, and h:R→R and consider Pexider's equation,
f(x)+g(y)=h(x+y)(1)
where f, g and h are unknown. I assume (for simplicity) that f, g, and h are twice continuously differentiable. Then, we can find a solution by differentiating with respect to x and y,
h″
Integrating out, substituting back into (1) and equating coefficients we get,
h(z)=c_1z +c_2 + c_3 \qquad f(x)=c_1x +c_2 \qquad g(y)=c_1y +c_3
for arbitrary constants c_1, c_2 and c_3.
I have now found a solution to (1). How do I prove that this solution is unique? It seems immediate, but can't quite convince myself.
Answer
Suppose h is twice continuously differentiable. Therefore,
h''(x+y)=0 if and only if h(x+y)=(x+y)k+l, where k,l are constants (1)
Since f(x)+g(y)=h(x+y), we have
0=\frac{\partial^2}{\partial x \partial y}(L.H.S.) = h''(x+y) (2)
Therefore by (1) and (2) we have f(x)+g(y)=(x+y) k+l, and since x,y are arbitrary, f,g have to be linear functions.
So, the solution is unique in this sense.
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